tidymodels / tidymodels/probably
Modeltime Integration: Conformal Prediction Intervals for Time Series Forecasting
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- Dominant language
- R
- Stars
- 123
- Forks
- 16
- PR merge metrics
- No merged PRs in 30d
Description
Hello tidymodels team,
I'm evaluating integration of probably into the modeltime forecasting system. It's been requested by several in my slack group to add conformal forecast intervals to modeltime.
I've added this issue to track my evaluation and progress: https://github.com/business-science/modeltime/issues/173
I'll be taking a look over the coming days/weeks. And hopefully I'll have something to report.
Let me know if you guys have any questions or advice in the integration process.
Thanks, Matt
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the proposed integration of probably with the modeltime forecasting system and the related modeltime issue 173. The issue does not name files, tests, or a concrete implementation scope; done would require an agreed approach for adding conformal forecast intervals and a reported integration result.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 15/100